谁能帮我解释一下Bars Held, MAE %, MFE %?

Discussion in 'Wealth-Lab Developer' started by kevin_zhang, Apr 7, 2006.

  1. Bars Held:
    The number of bars that the trade was held.

    Profit per Bar:
    The trade's total profit divided by bars held. Profit per Bar measures the efficiency of the trade.

    MAE %:
    The Maximum Adverse Excursion percentage of the trade. MAE is the largest intraday loss that the trade has suffered during its lifetime.

    MFE %:
    The Maximum Favorable Excursion percentage of the trade. MFE measures the highest intraday profit that the trade gained within its lifetime.
     
  2. 上面不是说的很清楚了吗!